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Open datasets, fully documented — searchable here, and readable by any LLM.

  • 5Y Breakeven Inflation Signals (derived)

    US 5-year breakeven inflation signals (market-implied expectations)

    Daily US market-implied inflation-expectations signals from the 5-year breakeven inflation rate (FRED, 2003 ->): the bond market's priced-in 5-year inflation expectation, with 63-day momentum, 30-day annualized change volatility, 3-sigma shock flags, 21-day drift forecasts, a 1-year expectations z-score, the anchoring gap versus the Fed's 2% target, above-target and de-anchoring flags. The market-implied counterpart to the consumer-survey expectations set: what traders, not households, expect. All rows normalized to country_code USA. Raw series: Federal Reserve Bank of St. Louis via FRED.

    • inflation
    • inflation-expectations
    • breakeven
    • tips
    rows
    5,938
    Quality
    100
    Updated
    Sep 27, 2026
    Stale
    License
    Commercial use OK
  • US Consumer Sentiment Intelligence (FRED, keyless)

    US consumer sentiment & inflation expectations, monthly

    Monthly US consumer-sentiment intelligence panel, 1978-01 onward: the University of Michigan Consumer Sentiment Index (UMCSENT, 1966:Q1=100) and households' 1-year-ahead inflation expectations (MICH, median %), plus 1- and 12-month point changes, a weak/neutral/strong sentiment_regime on documented cut points, and an expectations_anchored flag (1y expectations < 3.0). Upstream: FRED keyless fredgraph.csv (UMCSENT, MICH; University of Michigan Surveys of Consumers). One row per month x USA; in-window nulls fail loudly, never imputed. Who joins this: online shops join demand on year_month + country_code; subscription businesses join churn on year_month.

    • consumer
    • consumer-spending
    • demand-forecasting
    • inflation
    rows
    584
    Quality
    100
    Updated
    Sep 29, 2026
    Fresh
    License
    Commercial use OK
  • Real Yield & Breakeven Inflation Signals (derived)

    US real yield & breakeven inflation signals (real curve slope, breakeven term spread, anomalies)

    Daily/monthly signals derived from FRED's US real-yield and inflation-expectations series: 30-period annualized change volatility, ~3-month momentum, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-date cross-series volatility rank, the 30Y-5Y real curve slope (the real-rate term-premium gauge) and the 30Y-vs-5Y breakeven term spread (long-run vs medium-term inflation expectations). Covers 5Y/7Y/20Y/30Y TIPS real yields, 5Y and 30Y breakeven inflation rates and the 10-year real interest rate. No overlap with the nominal-yield bond-market signals dataset. All rows are normalized to country_code USA. Raw series: Federal Reserve Bank of St. Louis (FRED).

    • real-yields
    • tips
    • breakeven-inflation
    • inflation-expectations
    rows
    28,246
    Quality
    99
    Updated
    Sep 26, 2026
    Stale
    License
    Commercial use OK

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